-99.0%
VXX vs ALK
-31.4%
-67.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | -0.8% |
| 7D | -3.0% | +0.1% | -3.1% | -2.8% |
| 30D | -11.5% | -18.5% | +7.0% | -23.8% |
| 3M | -27.3% | -3.6% | -23.8% | -27.4% |
| 6M | -49.6% | -3.7% | -45.9% | -47.3% |
| YTD | -32.0% | -19.0% | -13.0% | -35.7% |
| 1Y | -48.3% | -36.0% | -12.3% | -58.0% |
| 3Y | -78.9% | +2.3% | -81.2% | -68.0% |
| 5Y | -95.6% | -27.8% | -67.8% | -93.8% |
| All | -99.0% | -31.4% | -67.5% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling